Flopsy said: I'm guessing that the girl in the lower left is Caren, based mostly on eye and hair color. I have no idea who the black-haired magical girl is.
Wrong, that person isn't Caren, it is actually another part of Ilya that manifested itself or something like that. Although I don't know the full details on who she really is, she looks almost completely indentical to ilya (only eye-color, skin-color is different.) I think for now it is best to see her as some some sort of "dual persona".